Liquidity Sweep Pools MTF

Liquidity Sweep Pools MTF extends Swept Liquidity Pools with four functions: higher timeframe pool confirmation, a live panel of active pools, a volume filter on pool formation, and CSV export of detected sweeps. The underlying detection - what a pool is, what a sweep is, closed bars only - is unchanged from the free version; this page describes the four additions.

Difference from the Free Version

This product extends Swept Liquidity Pools, published free by the same seller, and does not replace it. The free version keeps everything it has today: the same pool and sweep definition, the same closed-bar rule, the same four buffers in the same order. Nothing was taken out of it to create this page.

Four functions are added here and exist only here: higher timeframe pool confirmation with two additional buffers, the live active pool panel, the volume filter on pool formation, and CSV export of detected sweeps. With every addition left at its default value the markup drawn on the chart is identical to the free version, because the volume filter starts off and the higher timeframe starts set to the current one; the panel is then the only visible difference.

What This Indicator Does Not Do

It does not open, close or manage positions, and it issues no entry or exit signals. It does not draw order blocks, fair value gaps, break-of-structure or change-of-character markers, and it does not label market phases. The panel and the CSV file describe pool geometry only - price level, side, distance, age - and carry no outcome, no probability, and no signal-strength label of any kind.

Higher Timeframe Pool Confirmation

The indicator can plot pools formed by the same rule on a higher timeframe directly on the current chart, in a separate colour and line width. A higher timeframe pool never appears on the lower timeframe before the higher timeframe bar that confirmed it has fully closed: the earliest lower timeframe bar allowed to carry it is the one whose open time is at or after that higher timeframe bar's close time. This is the same closed-bar rule the free version applies to its own timeframe, extended across timeframes rather than relaxed for convenience.

While the higher timeframe's history is still loading, the panel reports it explicitly ("MTF: loading history") instead of showing zero pools as if none existed. Setting the higher timeframe to the current timeframe, or to a timeframe that is not strictly higher, turns the function off; one line is written to the terminal log explaining why, and the chart the trader already has open is left as it is.

Active Pool Panel

A table in the corner of the chart lists the currently active pools on the symbol and chart it is attached to: price level, side (high or low), distance from the last closed bar's price in units of Average True Range, age in bars since confirmation, and which timeframe the pool belongs to. The panel updates when a bar closes or the set of pools changes, not on every tick. Row count is capped by an input and by a hard internal limit, so a chart with a long pool history cannot grow the panel without bound. If the volume filter removes every pool from the count, the panel says so directly ("Volume filter: 0 pools passed") rather than showing an empty table.

Volume Filter

A bar can be required to clear a volume threshold, relative to the median volume of a lookback window, before it is allowed to become a pool. Real volume is zero on most forex feeds; the filter can read tick volume, real volume, or decide automatically, and in automatic mode it switches to tick volume when real volume over the recent window is empty, logging that it did so rather than silently returning nothing. The filter is off by default, so the indicator's default markup matches the free version exactly; enabling it changes which pools are drawn.

CSV Export of Detected Sweeps

On request, the indicator writes one file per chart session into the terminal's local Files folder, listing every liquidity sweep visible in the current window: timestamp, symbol, timeframe, side, level price, the sweeping bar's high, low and close, how far price reached beyond the level and how large a share of the bar's range it gave back at the close, the pool's age in bars and its confirmation time. The file carries no result, price, or pips beyond the sweep bar itself, and no column implies what happened afterward; anything past the sweep is for the trader to compute on their own data. The write happens once per chart session and is atomic - a temporary file is renamed into place - so an interrupted write never leaves a half-written CSV behind.

Calculation and Repainting

All values, on the current timeframe and on the higher timeframe alike, are calculated on closed bars only. Once a bar closes, its buffer values are fixed and are never modified afterward, and a higher timeframe pool is never back-dated onto lower timeframe bars that existed before that pool could have been known.

Buffers for Programmatic Access

Six buffers are exposed and can be read from an Expert Advisor through iCustom. Buffers 0-3 keep the same layout as the free version:

• Buffer 0 - price of the swept level on the bar where a high-side sweep occurred
• Buffer 1 - price of the swept level on the bar where a low-side sweep occurred
• Buffer 2 - price of the nearest tracked level above, on the current timeframe
• Buffer 3 - price of the nearest tracked level below, on the current timeframe
• Buffer 4 - price of the nearest tracked level above, on the configured higher timeframe
• Buffer 5 - price of the nearest tracked level below, on the configured higher timeframe

Buffers 4 and 5 hold the empty value while the higher timeframe function is off or its history is still loading, the same way buffers 2 and 3 hold the empty value on bars carrying no data.

Notes

The first bars of the scan window form a warm-up region and may contain fewer marks, since levels older than the window do not yet exist within it. This applies to the higher timeframe scan as well as the current one.

Support

Questions and error reports are handled through the comments section of this product or through mql5.com private messages.

Input Parameters

Base inputs, unchanged from the free version

• PoolPivotBars - bars on each side confirming a pool
• PoolMaxAgeBars - pool lifetime in bars
• PoolMergeAtr - merge pools closer than this (ATR)
• PoolMinBarRangeAtr - minimum pool bar range (ATR)
• ReachAtrPeriod - ATR period for distance scaling
• SweepMinReachAtr - minimum reach beyond a pool (ATR)
• SweepMaxReachAtr - maximum reach beyond a pool (ATR)
• SweepMinReachTicks - minimum reach in instrument ticks
• SweepMinRejectShare - minimum share of bar range given back
• HistoryBarsLimit - bars to scan, 0 for all
• MarkupVisible, MarkupPoolColor, MarkupSweptHighColor, MarkupSweptLowColor, MarkupLineWidth
• NotifyPopup, NotifyPush

Added in this version

• HigherTimeframe - higher timeframe for pool confirmation; current timeframe turns it off
• HigherPoolColor, HigherLineWidth - colour and width of higher timeframe pools
• PanelVisible - show the active pool panel
• PanelMaxRows - rows shown in the panel
• PanelCorner - panel corner: 0 upper left, 1 upper right
• PanelXOffset, PanelYOffset - panel offset from the chosen corner
• PanelTextColor, PanelFontSize - panel text appearance
• VolumeFilterEnabled - require a volume threshold on the pool bar
• VolumeSourceMode - volume source: automatic, tick volume, or real volume
• VolumeMedianBars - bars used for the volume median
• VolumeMinRatio - pool bar volume / median threshold
• ExportSweepsToCsv - write detected sweeps to a CSV file once per chart session